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May 3, 2012 by MoneyScience   Comments (0)

Fiction is there to bring truth to reality.  Looking anew at issues through the gauze of another person’s imagination paradoxically brings our own life into focus.  Apparently.read more...

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Pricing Partners Extended Functionality on CVA DVA and Bilateral CVA Computation

May 3, 2012 by Pricing Partners   Comments (0)

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced today to have extended its CVA, DVA and Bilateral CVA functionality to work on any trade at a portfolio level and to generate fast computation for marginal CVA, DVA and Bilateral CVA. These new functionalities will allow users to measure the impact of credit valuation adjustment counterparties by counterparties and to estimate the marginal impact of a new trade within a portfolio.



Vendor News: ITG Reports First Quarter 2012 Results

May 3, 2012 by MoneyScience   Comments (0)

Strong International Performance Offsets Weak U.S. Volume Environment NEW YORK, May 3, 2012 /PRNewswire/ -- ITG (NYSE: ITG), an independent execution and research broker, today reported results for the quarter ended March 31, 2012. (Logo: http://photos.prnewswire.com/prnh/20120123/NY39237LOGO ) First quarter 2012 highlights included: GAAP net income of $5.5 million, or $0.14 per diluted share, compared to GAAP net income of $9.5 million, or $0.23 per diluted share in the first quarter of...

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